-90.0%
BAIG vs SPY
+21.1%
-111.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -3.2% |
| 7D | -8.6% | -0.4% | -8.2% | -6.4% |
| 30D | -26.2% | -1.4% | -24.9% | -18.3% |
| 3M | -56.2% | +3.7% | -60.0% | -63.8% |
| 6M | -68.9% | +13.0% | -81.9% | -83.6% |
| YTD | -84.3% | +12.4% | -96.7% | -91.1% |
| 1Y | -86.6% | +18.5% | -105.2% | -93.2% |
| All | -90.0% | +21.1% | -111.1% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling